RedCylon,
It might be a good idea, if you've been started on anti-depressants and found that they're not working, to go back to your doctor and tell him that. On top of different doctors and therapists, medication is also a trial and error thing. You may be able to either adjust the meds you're on, or try something new to help with some of your symptoms.
Good luck with everything. I hope it works out and you get the help you need.